Causal normalizing flows: from theory to practice
- URL: http://arxiv.org/abs/2306.05415v2
- Date: Fri, 8 Dec 2023 14:29:47 GMT
- Title: Causal normalizing flows: from theory to practice
- Authors: Adri\'an Javaloy, Pablo S\'anchez-Mart\'in and Isabel Valera
- Abstract summary: We use recent results on non-linear ICA to show that causal models are identifiable from observational data given a causal ordering.
Second, we analyze different design and learning choices for causal normalizing flows to capture the underlying causal data-generating process.
Third, we describe how to implement the do-operator in causal NFs, and thus, how to answer interventional and counterfactual questions.
- Score: 10.733905678329675
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this work, we deepen on the use of normalizing flows for causal reasoning.
Specifically, we first leverage recent results on non-linear ICA to show that
causal models are identifiable from observational data given a causal ordering,
and thus can be recovered using autoregressive normalizing flows (NFs). Second,
we analyze different design and learning choices for causal normalizing flows
to capture the underlying causal data-generating process. Third, we describe
how to implement the do-operator in causal NFs, and thus, how to answer
interventional and counterfactual questions. Finally, in our experiments, we
validate our design and training choices through a comprehensive ablation
study; compare causal NFs to other approaches for approximating causal models;
and empirically demonstrate that causal NFs can be used to address real-world
problems, where the presence of mixed discrete-continuous data and partial
knowledge on the causal graph is the norm. The code for this work can be found
at https://github.com/psanch21/causal-flows.
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